Swap

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            name="Swap"
            type="SwapType">
   <xs:annotation>
      <xs:documentation xml:lang="en">Swap details</xs:documentation>
      <xs:documentation xml:lang="de">Swap details</xs:documentation>
      <xs:documentation xml:lang="fr">Swap details</xs:documentation>
      <xs:documentation xml:lang="nl">Swap details</xs:documentation>
   </xs:annotation>
</xs:element>

<xs:complexType xmlns:altova="http://www.altova.com/xml-schema-extensions"
                xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
                xmlns:xs="http://www.w3.org/2001/XMLSchema"
                name="SwapType">
   <xs:annotation>
      <xs:documentation xml:lang="en">SWAP Asset data information</xs:documentation>
      <xs:documentation xml:lang="de">SWAP Vermögenswert Daten Information</xs:documentation>
      <xs:documentation xml:lang="fr">SWAP Actif données information</xs:documentation>
      <xs:documentation xml:lang="nl">SWAP Actief gegevens informatie</xs:documentation>
   </xs:annotation>
   <xs:sequence>
      <xs:element name="Type">
         <xs:annotation>
            <xs:documentation xml:lang="en">Swap type (Currency-, Crosscurrency-, Index-, Totalreturn-, Asset-, Commodity-, Interest Rate-, Inflation-, Other)</xs:documentation>
            <xs:documentation xml:lang="de">Swap Typ (Währung-, Crosscurrency-, Index-, Totalreturn-, Vermögenswert-, Commodity-, Zins Satz-, Inflation-, Sonstig)</xs:documentation>
            <xs:documentation xml:lang="fr">Swap type (Devise-, Crosscurrency-, Index-, Totalreturn-, Actif-, Commodity-, Intérêt Taux-, Inflation-, Autre)</xs:documentation>
            <xs:documentation xml:lang="nl">Swap type (Valuta-, Crosscurrency-, Index-, Totalreturn-, Actief-, Commodity-, Rente Tarief-, Inflation-, Overig)</xs:documentation>
         </xs:annotation>
         <xs:simpleType>
            <xs:restriction base="xs:string">
               <xs:enumeration value="Currencyswap"/>
               <xs:enumeration value="Crosscurrencyswap"/>
               <xs:enumeration value="Creditdefaultswap"/>
               <xs:enumeration value="Indexswap"/>
               <xs:enumeration value="Totalreturnswap"/>
               <xs:enumeration value="Assetswap"/>
               <xs:enumeration value="Commodityswap"/>
               <xs:enumeration value="Interestrateswap"/>
               <xs:enumeration value="Inflationswap"/>
               <xs:enumeration value="Other"/>
            </xs:restriction>
         </xs:simpleType>
      </xs:element>
      <xs:element minOccurs="0" name="StartDate" type="xs:date">
         <xs:annotation>
            <xs:documentation xml:lang="en">Start date</xs:documentation>
            <xs:documentation xml:lang="de">Start Datum</xs:documentation>
            <xs:documentation xml:lang="fr">Start date</xs:documentation>
            <xs:documentation xml:lang="nl">Start datum</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="MaturityDate" type="xs:date">
         <xs:annotation>
            <xs:documentation xml:lang="en">Maturity date (Ablaufdatum)</xs:documentation>
            <xs:documentation xml:lang="de">Maturity Datum (Ablaufdatum)</xs:documentation>
            <xs:documentation xml:lang="fr">Maturity date (Ablaufdatum)</xs:documentation>
            <xs:documentation xml:lang="nl">Maturity datum (Ablaufdatum)</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="SettlementDate" type="xs:date"/>
      <xs:element name="Counterparty" type="CompanyType">
         <xs:annotation>
            <xs:documentation xml:lang="en">Counterparty details</xs:documentation>
            <xs:documentation xml:lang="de">[AUTO] Details zur Gegenpartei</xs:documentation>
            <xs:documentation xml:lang="fr">Contrepartie details</xs:documentation>
            <xs:documentation xml:lang="nl">Tegenpartij details</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="Legs">
         <xs:annotation>
            <xs:documentation xml:lang="en">Swap leg details</xs:documentation>
            <xs:documentation xml:lang="de">Swap leg details</xs:documentation>
            <xs:documentation xml:lang="fr">Swap leg details</xs:documentation>
            <xs:documentation xml:lang="nl">Swap leg details</xs:documentation>
         </xs:annotation>
         <xs:complexType>
            <xs:sequence>
               <xs:element maxOccurs="unbounded" name="Leg">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">Swap leg details</xs:documentation>
                     <xs:documentation xml:lang="de">Swap leg details</xs:documentation>
                     <xs:documentation xml:lang="fr">Swap leg details</xs:documentation>
                     <xs:documentation xml:lang="nl">Swap leg details</xs:documentation>
                  </xs:annotation>
                  <xs:complexType>
                     <xs:complexContent>
                        <xs:extension base="LegType">
                           <xs:sequence>
                              <xs:element name="Type">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">Buy or Sell</xs:documentation>
                                    <xs:documentation xml:lang="de">Kauf oder Verkauf</xs:documentation>
                                    <xs:documentation xml:lang="fr">Achat ou Vente</xs:documentation>
                                    <xs:documentation xml:lang="nl">Koop van Verkoop</xs:documentation>
                                 </xs:annotation>
                                 <xs:simpleType>
                                    <xs:restriction base="xs:string">
                                       <xs:enumeration value="BUY"/>
                                       <xs:enumeration value="SELL"/>
                                    </xs:restriction>
                                 </xs:simpleType>
                              </xs:element>
                              <xs:element name="Currency" type="ISOCurrencyCodeType">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">Notional Currency</xs:documentation>
                                    <xs:documentation xml:lang="de">Nominell Währung</xs:documentation>
                                    <xs:documentation xml:lang="fr">Notionnel Devise</xs:documentation>
                                    <xs:documentation xml:lang="nl">Nominaal Valuta</xs:documentation>
                                 </xs:annotation>
                              </xs:element>
                              <xs:element name="Notional" type="xs:decimal">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">Notional Amount</xs:documentation>
                                    <xs:documentation xml:lang="de">Nominell Betrag</xs:documentation>
                                    <xs:documentation xml:lang="fr">Notionnel Montant</xs:documentation>
                                    <xs:documentation xml:lang="nl">Nominaal Bedrag</xs:documentation>
                                 </xs:annotation>
                              </xs:element>
                              <xs:element minOccurs="0" name="BulletPaymentAmount" type="xs:decimal"/>
                              <xs:element minOccurs="0" name="BulletPaymentDate" type="xs:date"/>
                              <xs:element minOccurs="0" name="UpfrontPaymentAmount" type="xs:decimal"/>
                              <xs:element minOccurs="0" name="UpfrontPaymentDate" type="xs:date"/>
                              <xs:element minOccurs="0" name="AccrualDate" type="xs:date"/>
                              <xs:element minOccurs="0" name="YieldType">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">Fixed rate or variable rate</xs:documentation>
                                    <xs:documentation xml:lang="de">Fixed Satz oder variable Satz</xs:documentation>
                                    <xs:documentation xml:lang="fr">Fixed taux ou variable taux</xs:documentation>
                                    <xs:documentation xml:lang="nl">Fixed tarief van variable tarief</xs:documentation>
                                 </xs:annotation>
                                 <xs:simpleType>
                                    <xs:restriction base="xs:string">
                                       <xs:enumeration value="Fixed Rate"/>
                                       <xs:enumeration value="Variable Rate"/>
                                    </xs:restriction>
                                 </xs:simpleType>
                              </xs:element>
                              <xs:element minOccurs="0" name="Spread" type="xs:decimal">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">Spread in basis points</xs:documentation>
                                    <xs:documentation xml:lang="de">Spread in basis points</xs:documentation>
                                    <xs:documentation xml:lang="fr">Spread dans basis points</xs:documentation>
                                    <xs:documentation xml:lang="nl">Spread in basis points</xs:documentation>
                                 </xs:annotation>
                              </xs:element>
                              <xs:element minOccurs="0" name="FixedRate" type="xs:decimal"/>
                              <xs:element minOccurs="0" name="RecoveryRate" type="xs:decimal"/>
                              <xs:element minOccurs="0" name="PayFrequency" type="FrequencyType"/>
                              <xs:element minOccurs="0" name="FixingFrequency" type="FrequencyType"/>
                              <xs:element minOccurs="0" name="FirstFixingDate" type="xs:date"/>
                              <xs:element minOccurs="0" name="ResetType">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">In arrears or Upfront</xs:documentation>
                                    <xs:documentation xml:lang="de">In arrears oder Upfront</xs:documentation>
                                    <xs:documentation xml:lang="fr">In arrears ou Upfront</xs:documentation>
                                    <xs:documentation xml:lang="nl">In arrears van Upfront</xs:documentation>
                                 </xs:annotation>
                                 <xs:simpleType>
                                    <xs:restriction base="xs:string">
                                       <xs:enumeration value="In arrears"/>
                                       <xs:enumeration value="Upfront"/>
                                    </xs:restriction>
                                 </xs:simpleType>
                              </xs:element>
                              <xs:element minOccurs="0" name="SettlementType">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">Cash or Cash Netted or Notional Exchange or Physical Delivery</xs:documentation>
                                    <xs:documentation xml:lang="de">Cash oder Cash Netted oder Nominell Börse oder Physical Delivery</xs:documentation>
                                    <xs:documentation xml:lang="fr">Cash ou Cash Netted ou Notionnel Bourse ou Physical Delivery</xs:documentation>
                                    <xs:documentation xml:lang="nl">Cash van Cash Netted van Nominaal Beurs van Physical Delivery</xs:documentation>
                                 </xs:annotation>
                                 <xs:simpleType>
                                    <xs:restriction base="xs:string">
                                       <xs:enumeration value="Cash"/>
                                       <xs:enumeration value="Cash Netted"/>
                                       <xs:enumeration value="Notional Exchange"/>
                                       <xs:enumeration value="Physical Delivery"/>
                                    </xs:restriction>
                                 </xs:simpleType>
                              </xs:element>
                              <xs:element minOccurs="0" name="RollConvention">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">End of month
Floating
Following
Following modified
Preceeding
Preceeding modified</xs:documentation>
                                    <xs:documentation xml:lang="de">End von month
Floating
Following
Following modified
Preceeding
Preceeding modified</xs:documentation>
                                    <xs:documentation xml:lang="fr">End de month
Floating
Following
Following modified
Preceeding
Preceeding modified</xs:documentation>
                                    <xs:documentation xml:lang="nl">End van month
Floating
Following
Following modified
Preceeding
Preceeding modified</xs:documentation>
                                 </xs:annotation>
                                 <xs:simpleType>
                                    <xs:restriction base="xs:string">
                                       <xs:enumeration value="End of month"/>
                                       <xs:enumeration value="Floating"/>
                                       <xs:enumeration value="Following"/>
                                       <xs:enumeration value="Following modified"/>
                                       <xs:enumeration value="Preceeding"/>
                                       <xs:enumeration value="Preceeding modified"/>
                                    </xs:restriction>
                                 </xs:simpleType>
                              </xs:element>
                              <xs:element minOccurs="0" name="YieldCalculationMethod">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">Average
Compound
Flat compounding
Simple</xs:documentation>
                                    <xs:documentation xml:lang="de">Average
Compound
Flat compounding
Simple</xs:documentation>
                                    <xs:documentation xml:lang="fr">Average
Compound
Flat compounding
Simple</xs:documentation>
                                    <xs:documentation xml:lang="nl">Average
Compound
Flat compounding
Simple</xs:documentation>
                                 </xs:annotation>
                                 <xs:simpleType>
                                    <xs:restriction base="xs:string">
                                       <xs:enumeration value="Average"/>
                                       <xs:enumeration value="Compound"/>
                                       <xs:enumeration value="Flat compounding"/>
                                       <xs:enumeration value="Simple"/>
                                    </xs:restriction>
                                 </xs:simpleType>
                              </xs:element>
                              <xs:element minOccurs="0" name="YieldDayConvention">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">ACT/ACT, ACT/360, ...</xs:documentation>
                                    <xs:documentation xml:lang="de">ACT/ACT, ACT/360, ...</xs:documentation>
                                    <xs:documentation xml:lang="fr">ACT/ACT, ACT/360, ...</xs:documentation>
                                    <xs:documentation xml:lang="nl">ACT/ACT, ACT/360, ...</xs:documentation>
                                 </xs:annotation>
                                 <xs:simpleType>
                                    <xs:restriction base="xs:string">
                                       <xs:enumeration value="ACT/ACT"/>
                                       <xs:enumeration value="ACT/360"/>
                                       <xs:enumeration value="ACT/365"/>
                                       <xs:enumeration value="30/360"/>
                                       <xs:enumeration value="30/365"/>
                                       <xs:enumeration value="30B/360"/>
                                       <xs:enumeration value="30E/360"/>
                                       <xs:enumeration value="30U/360"/>
                                       <xs:enumeration value="BusinessDays/252"/>
                                    </xs:restriction>
                                 </xs:simpleType>
                              </xs:element>
                              <xs:element minOccurs="0" name="Underlying" type="IdentifiersType">
                                 <xs:annotation>
                                    <xs:appinfo>@deprecated: please use UnderlyingAsset instead
@deprecated-since: 4.2.7
												</xs:appinfo>
                                    <xs:documentation xml:lang="en">Depricated: Underlying Index</xs:documentation>
                                    <xs:documentation xml:lang="de">Depricated: Basiswert Index</xs:documentation>
                                    <xs:documentation xml:lang="fr">Depricated: Sous-jacent Index</xs:documentation>
                                    <xs:documentation xml:lang="nl">Depricated: Onderliggende waarde Index</xs:documentation>
                                 </xs:annotation>
                              </xs:element>
                              <xs:element minOccurs="0" name="UnderlyingAsset" type="UnderlyingType">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">Refers to the security underlying the derivative product</xs:documentation>
                                    <xs:documentation xml:lang="de">Refers zu Wertpapier Basiswert Derivat product</xs:documentation>
                                    <xs:documentation xml:lang="fr">Refers à titre sous-jacent dérivé product</xs:documentation>
                                    <xs:documentation xml:lang="nl">Refers naar effect onderliggende waarde derivaat product</xs:documentation>
                                 </xs:annotation>
                              </xs:element>
                              <xs:element minOccurs="0" name="ExchangeConvention">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">Begin, End, Begin and end, None</xs:documentation>
                                    <xs:documentation xml:lang="de">Begin, End, Begin und end, None</xs:documentation>
                                    <xs:documentation xml:lang="fr">Begin, End, Begin et end, None</xs:documentation>
                                    <xs:documentation xml:lang="nl">Begin, End, Begin en end, None</xs:documentation>
                                 </xs:annotation>
                                 <xs:simpleType>
                                    <xs:restriction base="xs:string">
                                       <xs:enumeration value="Begin"/>
                                       <xs:enumeration value="Begin+End"/>
                                       <xs:enumeration value="End"/>
                                       <xs:enumeration value="None"/>
                                    </xs:restriction>
                                 </xs:simpleType>
                              </xs:element>
                              <xs:element minOccurs="0" name="InitialReferenceMonth">
                                 <xs:simpleType>
                                    <xs:restriction base="xs:int">
                                       <xs:minInclusive value="1"/>
                                       <xs:maxInclusive value="12"/>
                                    </xs:restriction>
                                 </xs:simpleType>
                              </xs:element>
                              <xs:element minOccurs="0" name="FinalReferenceMonth">
                                 <xs:simpleType>
                                    <xs:restriction base="xs:int">
                                       <xs:minInclusive value="1"/>
                                       <xs:maxInclusive value="12"/>
                                    </xs:restriction>
                                 </xs:simpleType>
                              </xs:element>
                              <xs:element minOccurs="0" name="FirstCouponRate" type="xs:decimal"/>
                              <xs:element minOccurs="0" name="FirstCouponDate" type="xs:date"/>
                              <xs:element minOccurs="0" name="ShortPeriod">
                                 <xs:annotation>
                                    <xs:documentation xml:lang="en">Interpolation at beginning, Interpolation at the end, Interpolation at beginning and end</xs:documentation>
                                    <xs:documentation xml:lang="de">Interpolation at beginning, Interpolation at end, Interpolation at beginning und end</xs:documentation>
                                    <xs:documentation xml:lang="fr">Interpolation at beginning, Interpolation at end, Interpolation at beginning et end</xs:documentation>
                                    <xs:documentation xml:lang="nl">Interpolation at beginning, Interpolation at end, Interpolation at beginning en end</xs:documentation>
                                 </xs:annotation>
                                 <xs:simpleType>
                                    <xs:restriction base="xs:string">
                                       <xs:enumeration value="Interpolation at start"/>
                                       <xs:enumeration value="Interpolation at end"/>
                                       <xs:enumeration value="Interpolation at start+end"/>
                                    </xs:restriction>
                                 </xs:simpleType>
                              </xs:element>
                              <xs:element minOccurs="0" name="FixingCalendars">
                                 <xs:complexType>
                                    <xs:sequence>
                                       <xs:element maxOccurs="unbounded" name="Calendar">
                                          <xs:simpleType>
                                             <xs:restriction base="xs:string">
                                                <xs:length value="3"/>
                                             </xs:restriction>
                                          </xs:simpleType>
                                       </xs:element>
                                    </xs:sequence>
                                 </xs:complexType>
                              </xs:element>
                              <xs:element minOccurs="0" name="PaymentCalendars">
                                 <xs:complexType>
                                    <xs:sequence>
                                       <xs:element maxOccurs="unbounded" name="Calendar">
                                          <xs:simpleType>
                                             <xs:restriction base="xs:string">
                                                <xs:length value="3"/>
                                             </xs:restriction>
                                          </xs:simpleType>
                                       </xs:element>
                                    </xs:sequence>
                                 </xs:complexType>
                              </xs:element>
                              <xs:element minOccurs="0" name="CreditEvents">
                                 <xs:complexType>
                                    <xs:sequence>
                                       <xs:element maxOccurs="unbounded" name="Event">
                                          <xs:annotation>
                                             <xs:documentation xml:lang="en">Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure to pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Other, Reputation Moratorium, Restructuring, Withholding Tax</xs:documentation>
                                             <xs:documentation xml:lang="de">Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure zu pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Sonstig, Reputation Moratorium, Restructuring, Withholding Tax</xs:documentation>
                                             <xs:documentation xml:lang="fr">Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure à pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Autre, Reputation Moratorium, Restructuring, Withholding Tax</xs:documentation>
                                             <xs:documentation xml:lang="nl">Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure naar pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Overig, Reputation Moratorium, Restructuring, Withholding Tax</xs:documentation>
                                          </xs:annotation>
                                          <xs:simpleType>
                                             <xs:restriction base="xs:string">
                                                <xs:enumeration value="BR"/>
                                                <xs:enumeration value="CA"/>
                                                <xs:enumeration value="CD"/>
                                                <xs:enumeration value="DG"/>
                                                <xs:enumeration value="FP"/>
                                                <xs:enumeration value="ME"/>
                                                <xs:enumeration value="MO"/>
                                                <xs:enumeration value="OA"/>
                                                <xs:enumeration value="OD"/>
                                                <xs:enumeration value="OT"/>
                                                <xs:enumeration value="RM"/>
                                                <xs:enumeration value="RS"/>
                                                <xs:enumeration value="WT"/>
                                             </xs:restriction>
                                          </xs:simpleType>
                                       </xs:element>
                                    </xs:sequence>
                                 </xs:complexType>
                              </xs:element>
                           </xs:sequence>
                        </xs:extension>
                     </xs:complexContent>
                  </xs:complexType>
               </xs:element>
            </xs:sequence>
         </xs:complexType>
      </xs:element>
      <xs:element minOccurs="0" name="FXRate" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">FX Rate</xs:documentation>
            <xs:documentation xml:lang="de">FX Satz</xs:documentation>
            <xs:documentation xml:lang="fr">FX Taux</xs:documentation>
            <xs:documentation xml:lang="nl">FX Tarief</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="AgreedFxRate" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">Agreed FX rate of trade</xs:documentation>
            <xs:documentation xml:lang="de">Agreed FX Satz von trade</xs:documentation>
            <xs:documentation xml:lang="fr">Agreed FX taux de trade</xs:documentation>
            <xs:documentation xml:lang="nl">Agreed FX tarief van trade</xs:documentation>
         </xs:annotation>
      </xs:element>
   </xs:sequence>
</xs:complexType>